+45.4%
PRU vs XYL
+18.1%
+27.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.1% | -3.5% |
| 7D | +1.9% | +1.8% | +0.1% | +1.1% |
| 30D | -0.4% | -9.2% | +8.8% | +3.8% |
| 3M | +16.4% | -0.3% | +16.7% | +15.7% |
| 6M | +26.0% | -11.0% | +37.0% | +31.7% |
| YTD | +9.9% | -19.2% | +29.1% | +19.9% |
| 1Y | +18.8% | -21.2% | +40.0% | +31.0% |
| 3Y | +45.4% | +18.6% | +26.7% | +24.9% |
| All | +45.4% | +18.1% | +27.3% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling